For Console games:
Fire Emblem and Advance Wars. Try to track down the GBA versions to play first, if you can, as they are still the best. If you are interested in Mecha, Red Ring for PS2 and Front Mission 3 for PS1 are fantastic tactical turn-based games. Rainbow Moon is coming out in a bit for PS3, and while it is similar to Disgaea, its RPG/Strategy Hybrid system is comparable to Shining Force.
For PC games:
Firaxis, the Civilization developer, is releasing a new version of XCOM Enemy Unknown in the Fall. Track down Jagged Alliance 2 and Silent Storm as well. And as always, the original XCOM is the best turn-based tactical RPG Strategy game of all time, on any platform. You need to install DOSBox for running it. If you haven't played it yet, find it and install it right now.
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